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IAU vs. VV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAU vs. VV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust (IAU) and Vanguard Large-Cap ETF (VV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAU achieves a -5.68% return, which is significantly lower than VV's 7.51% return. Over the past 10 years, IAU has underperformed VV with an annualized return of 11.70%, while VV has yielded a comparatively higher 15.58% annualized return.


IAU

1D
1.12%
1M
-10.45%
YTD
-5.68%
6M
-10.29%
1Y
24.18%
3Y*
28.30%
5Y*
17.71%
10Y*
11.70%

VV

1D
-0.29%
1M
-3.09%
YTD
7.51%
6M
6.21%
1Y
19.93%
3Y*
20.58%
5Y*
12.50%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. VV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAU
iShares Gold Trust
-5.68%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%
VV
Vanguard Large-Cap ETF
7.51%18.11%25.25%27.18%-19.91%27.41%21.04%31.25%-4.46%22.00%

Correlation

The correlation between IAU and VV is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2005

0.07

Over the past year, IAU and VV have become more correlated (0.29) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

IAU vs. VV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAU
IAU Risk / Return Rank: 2222
Overall Rank
IAU Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2222
Sortino Ratio Rank
IAU Omega Ratio Rank: 2525
Omega Ratio Rank
IAU Calmar Ratio Rank: 2020
Calmar Ratio Rank
IAU Martin Ratio Rank: 2020
Martin Ratio Rank

VV
VV Risk / Return Rank: 5353
Overall Rank
VV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VV Sortino Ratio Rank: 5151
Sortino Ratio Rank
VV Omega Ratio Rank: 5252
Omega Ratio Rank
VV Calmar Ratio Rank: 5050
Calmar Ratio Rank
VV Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IAU vs. VV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) and Vanguard Large-Cap ETF (VV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IAUVVDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratioReturn relative to maximum drawdown

0.84

2.23

-1.39

Martin ratioReturn relative to average drawdown

2.32

9.68

-7.36

IAU vs. VV - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.80, which is lower than the VV Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of IAU and VV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IAU vs. VV - Drawdown Comparison

The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for IAU and VV.


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Drawdown Indicators


IAUVVDifference

Max Drawdown

Largest peak-to-trough decline

-45.14%

-54.81%

+9.67%

Max Drawdown (1Y)

Largest decline over 1 year

-26.17%

-9.21%

-16.96%

Max Drawdown (3Y)

Largest decline over 3 years

-26.17%

-18.97%

-7.20%

Max Drawdown (5Y)

Largest decline over 5 years

-26.17%

-25.66%

-0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-26.17%

-34.28%

+8.11%

Current Drawdown

Current decline from peak

-24.62%

-3.57%

-21.05%

Average Drawdown

Average peak-to-trough decline

-15.98%

-6.82%

-9.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.48%

2.12%

+7.36%

Volatility

IAU vs. VV - Volatility Comparison

iShares Gold Trust (IAU) has a higher volatility of 8.74% compared to Vanguard Large-Cap ETF (VV) at 4.87%. This indicates that IAU's price experiences larger fluctuations and is considered to be riskier than VV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAUVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

4.87%

+3.87%

Volatility (6M)

Calculated over the trailing 6-month period

24.32%

9.88%

+14.44%

Volatility (1Y)

Calculated over the trailing 1-year period

27.53%

12.59%

+14.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.24%

17.32%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

18.20%

-2.19%

IAU vs. VV - Expense Ratio Comparison

IAU has a 0.25% expense ratio, which is higher than VV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IAU vs. VV - Dividend Comparison

IAU has not paid dividends to shareholders, while VV's dividend yield for the trailing twelve months is around 1.30%.


PositionTTM20252024202320222021202020192018201720162015
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VV
Vanguard Large-Cap ETF
1.30%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%

Frequently Asked Questions


IAU and VV have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (8.74%) compared to VV (4.87%). In terms of maximum drawdown, IAU dropped -45.14% vs VV's -54.81%.

On 10-year performance, VV leads with 15.58% vs 11.70% for IAU. On fees, VV is cheaper at 0.04% per year. On volatility, VV has been the lower-risk option at 4.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VV has performed better with a 15.58% return vs 11.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VV is cheaper with a 0.04% expense ratio, compared with 0.25% for IAU.

VV has the higher dividend yield at 1.30%, compared with 0.00% for IAU.

IAU is categorized as Gold, while VV is Large Cap Blend Equities. IAU tracks LBMA Gold Price, while VV tracks CRSP US Large Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for IAU and 0.04% for VV.

VV currently has the higher Sharpe Ratio (1.63 vs 0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IAU and VV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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